package com.xcong.excoin.modules.okxNewPrice.okxWs; import cn.hutool.core.util.StrUtil; import com.alibaba.fastjson.JSONArray; import com.alibaba.fastjson.JSONObject; import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums; import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums; import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam; import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum; import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils; import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild; import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild; import com.xcong.excoin.utils.RedisUtils; import lombok.extern.slf4j.Slf4j; import org.java_websocket.client.WebSocketClient; import java.math.BigDecimal; import java.math.RoundingMode; import java.util.ArrayList; import java.util.List; import java.util.Map; import java.util.concurrent.ConcurrentHashMap; /** * @author Administrator */ @Slf4j public class OrderInfoWs { // 使用双层Map,第一层key为账号名称,第二层key为数据key public static final Map> ORDERINFOWSMAP = new ConcurrentHashMap<>(); // 获取指定账号的Map,如果不存在则创建 public static Map getAccountMap(String accountName) { return ORDERINFOWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>()); } public static final String ORDERINFOWS_CHANNEL = "orders"; public static void subscribeOrderInfoChannel(WebSocketClient webSocketClient, String option) { try { JSONArray argsArray = new JSONArray(); JSONObject args = new JSONObject(); args.put("channel", ORDERINFOWS_CHANNEL); args.put("instType", CoinEnums.INSTTYPE_SWAP.getCode()); args.put("instId", CoinEnums.HE_YUE.getCode()); argsArray.add(args); String connId = MallUtils.getOrderNum(ORDERINFOWS_CHANNEL); JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray); webSocketClient.send(jsonObject.toJSONString()); // log.info("发送订单频道频道:{}", option); } catch (Exception e) { log.error("订阅订单频道构建失败", e); } } public static void initEvent(JSONObject response, String accountName) { // log.info("订阅成功: {}", response.getJSONObject("arg")); } private static final String DATA_KEY = "data"; private static final String INSTID_KEY = "instId"; private static final String ORDID_KEY = "ordId"; private static final String CLORDID_KEY = "clOrdId"; private static final String SIDE_KEY = "side"; private static final String TDMODE_KEY = "tdMode"; private static final String ACCFILLSZ_KEY = "accFillSz"; private static final String AVGPX_KEY = "avgPx"; private static final String STATE_KEY = "state"; private static final String FILLFEE_KEY = "fillFee"; private static final String POSSIDE_KEY = "posSide"; public static List handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) { log.info("开始执行OrderInfoWs......"); try { JSONArray dataArray = response.getJSONArray(DATA_KEY); if (dataArray == null || dataArray.isEmpty()) { log.warn("订单频道数据为空"); return null; } for (int i = 0; i < dataArray.size(); i++) { JSONObject detail = dataArray.getJSONObject(i); String instId = detail.getString(INSTID_KEY); if (!CoinEnums.HE_YUE.getCode().equals(instId)){ log.info( "订单详情-币种: {} 没有成交订单", CoinEnums.HE_YUE.getCode() ); continue; } String ordId = detail.getString(ORDID_KEY); String clOrdId = detail.getString(CLORDID_KEY); String side = detail.getString(SIDE_KEY); String tdMode = detail.getString(TDMODE_KEY); String accFillSz = detail.getString(ACCFILLSZ_KEY); String avgPx = detail.getString(AVGPX_KEY); String state = detail.getString(STATE_KEY); String fillFee = detail.getString(FILLFEE_KEY); String posSide = detail.getString(POSSIDE_KEY); log.info( "{}: 订单详情-币种: {}, 系统编号: {}, 自定义编号: {}, 订单方向: {}, 交易模式: {}," + " 累计成交数量: {}, 成交均价: {}, 订单状态: {}, 手续费: {}, 持仓方向: {}", accountName, instId, ordId, clOrdId, side, tdMode, accFillSz, avgPx,state, fillFee,posSide ); String stateStr = TradeOrderWs.getAccountMap(accountName).get("state"); if (StrUtil.isNotBlank(stateStr) && state.equals(stateStr)){ // 使用账号特定的Map String positionAccountName = PositionsWs.initAccountName(accountName, posSide); Map positionsMap = PositionsWs.getAccountMap(positionAccountName); WsMapBuild.saveBigDecimalToMap(positionsMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode())); Map accountWsMap = AccountWs.getAccountMap(accountName); WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode()); log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId); ArrayList tradeRequestParams = new ArrayList<>(); TradeRequestParam tradeRequestParam = new TradeRequestParam(); tradeRequestParam.setAccountName(accountName); BigDecimal zhiYingPx = getZhiYingPx( accountName, posSide, fillFee, WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())), WsMapBuild.parseBigDecimalSafe(accFillSz), WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())), WsMapBuild.parseBigDecimalSafe(avgPx), WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode()) ); tradeRequestParam.setMarkPx(String.valueOf(zhiYingPx)); tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode()); tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode()); tradeRequestParam.setPosSide(posSide); tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode()); tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue()); tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode()); tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide())); tradeRequestParam.setSz(accFillSz); tradeRequestParams.add(tradeRequestParam); TradeRequestParam tradeRequestParamZhiSun = new TradeRequestParam(); tradeRequestParamZhiSun.setAccountName(accountName); BigDecimal zhiSunPx = getZhiSunPx( accountName, posSide, fillFee, WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())), WsMapBuild.parseBigDecimalSafe(accFillSz), WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())), WsMapBuild.parseBigDecimalSafe(avgPx), WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode()) ); tradeRequestParamZhiSun.setMarkPx(String.valueOf(zhiSunPx)); tradeRequestParamZhiSun.setInstId(CoinEnums.HE_YUE.getCode()); tradeRequestParamZhiSun.setTdMode(CoinEnums.CROSS.getCode()); tradeRequestParamZhiSun.setPosSide(posSide); tradeRequestParamZhiSun.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode()); tradeRequestParamZhiSun.setTradeType(OrderParamEnums.TRADE_YES.getValue()); tradeRequestParamZhiSun.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode()); tradeRequestParamZhiSun.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParamZhiSun.getSide())); tradeRequestParamZhiSun.setSz(accFillSz); tradeRequestParams.add(tradeRequestParamZhiSun); return tradeRequestParams; } return null; } } catch (Exception e) { log.error("处理订单频道推送数据失败", e); } return null; } public static void main(String[] args) { System.out.println( getZhiYingPx( "eth", CoinEnums.POSSIDE_LONG.getCode(), "0.0001", new BigDecimal("0.1"), new BigDecimal("0.05"), new BigDecimal("1"), new BigDecimal("2950"), new BigDecimal("100")) ); } /** * 计算预期收益 */ public static BigDecimal getZhiSunPx( String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage ) { BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage); String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name()); BigDecimal expectProfit = (initMargin) .multiply(new BigDecimal(pingCangImr)) .add(new BigDecimal(fillFee).abs()) .multiply(new BigDecimal("-1")) .setScale(4, RoundingMode.DOWN); log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit); return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage); } /** * 计算预期收益 */ public static BigDecimal getZhiYingPx( String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage ) { BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage); String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name()); BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN); log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit); return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage); } /** * 计算初始保证金 * 面值 * 张数 * 合约乘数 * 标记价格 / 杠杆倍数 */ public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) { BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN); log.info("订单详情-初始保证金: {}", initMargin); return initMargin; } /** * USDT保证金合约 * 多仓收益 = 面值 * |张数| * 合约乘数 *(标记价格 - 开仓均价) * (标记价格 - 开仓均价) = 多仓收益 /(面值 * |张数| * 合约乘数) * 标记价格 = 多仓收益 /(面值 * |张数| * 合约乘数) + 开仓均价 * 空仓收益 = 面值 * |张数| * 合约乘数 *(开仓均价 - 标记价格) * (开仓均价 - 标记价格) = 空仓收益 /(面值 * |张数| * 合约乘数) * 标记价格 = 开仓均价 - 空仓收益 /(面值 * |张数| * 合约乘数) */ public static BigDecimal getMarkPrice(BigDecimal expectProfit,String posSide,BigDecimal coinValue, BigDecimal sz, BigDecimal contractMultiplier, BigDecimal openPrice, BigDecimal leverage) { BigDecimal markPrice = BigDecimal.ZERO; BigDecimal multiply = coinValue.multiply(sz.abs()).multiply(contractMultiplier); BigDecimal bigDecimal = expectProfit.divide(multiply, 2, RoundingMode.DOWN); if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){ markPrice = openPrice.add(bigDecimal).setScale(2, RoundingMode.DOWN); } if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){ markPrice = openPrice.subtract(bigDecimal).setScale(2, RoundingMode.DOWN); } log.info("订单详情-止盈标记价格: {}", markPrice); return markPrice; } }